ZS · Expected-Move

Zscaler, Inc. (ZS) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$260.15

Expected move: Unavailable
Expected move %: Unavailable
Lower boundary: Unavailable
Upper boundary: Unavailable
Median historical move: 8.9%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

Update time unavailable

Select observation

Loading graph — the exact table is available below.

2023-11-27: Realized move: 1.0109% Implied move: Unavailable Signed actual 1.0109% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

Realized move (%)	Implied move (%)	Context	Updated
1.0109%	Unavailable	Signed actual 1.0109% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
9.3979%	Unavailable	Signed actual 9.3979% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
8.4966%	Unavailable	Signed actual 8.4966% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
18.6656%	Unavailable	Signed actual 18.6656% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.7336%	Unavailable	Signed actual 4.7336% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.9066%	Unavailable	Signed actual 2.9066% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
9.7925%	Unavailable	Signed actual 9.7925% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.4532%	Unavailable	Signed actual 1.4532% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
13.0328%	Unavailable	Signed actual 13.0328% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
12.1714%	Unavailable	Signed actual 12.1714% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
31.5222%	Unavailable	Signed actual 31.5222% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.4994%	Unavailable	Signed actual 4.4994% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

Next steps

Calculator

Run the numbers

Open the calculator that uses the same formulas as this page.

Open tool →Guide

Understand the strategy

Learn the risk, the payoff and the common mistakes.

Read guide →

Data provenance

Figures are from published, reviewed research as of Oct 27, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.